Anic Equity

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Total return since start: 0.55 %

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Equity now: -----------------------------> 47334.52 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 45939.54 Kr

PnL: ---------------------------------------> -949.03 Kr

DD now: ---------------------------------> -2.664 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-26 16:37:41.606771'

Anic Portfolio

Today

Return: -0.211 %

This Week

Return: -1.207 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total

Return: 54.961 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
FM Mattsson Mora Group B	50	2.820000	3095.000000	168.000000	5.740000	2927.000000
HEBA B	70	-0.500000	2775.500000	139.500000	5.290000	2636.000010
HMS Networks	2	14.980000	795.200000	122.200000	18.160000	673.000000
SAAB B	8	0.820000	3436.000000	59.000000	1.750000	3377.000000
MedCap	2	0.000000	461.000000	40.000000	9.500000	421.000000
Samhällsbyggnadsbo. i Norden B	20	0.180000	392.700000	37.700000	10.620000	355.000000
Nordea Bank Abp	29	0.420000	3483.480000	29.480000	0.850000	3453.999992
Corem Property Group B	59	-2.200000	603.570000	26.570000	4.600000	576.999999
AcadeMedia	12	-1.190000	578.640000	21.640000	3.890000	557.000004
Resurs Holding	22	-1.460000	593.120000	19.120000	3.330000	573.999998
Intrum	4	2.830000	545.200000	18.200000	3.450000	527.000000
Boozt	12	0.070000	1669.200000	15.200000	0.920000	1653.999996
Swedbank A	3	-0.180000	578.700000	14.700000	2.610000	564.000000
OEM International B	7	0.780000	541.800000	13.800000	2.610000	527.999997
Fastighetsbolag. Emilshus Pref	21	-0.180000	574.350000	12.350000	2.200000	562.000005
Eastnine	4	0.000000	502.400000	11.400000	2.320000	491.000000
Securitas B	6	-0.120000	578.040000	8.040000	1.410000	570.000000
Karnov Group	9	0.500000	543.600000	7.600000	1.420000	536.000004
Norva24 Group	16	0.760000	550.400000	7.400000	1.360000	543.000000
Creaspac SPAC	6	0.420000	579.600000	2.600000	0.450000	577.000002
Samhällsbyggnadsbo. i Norden D	12	0.100000	247.920000	1.920000	0.780000	246.000000
Coor Service Management Hold.	8	-0.600000	532.000000	0.000000	0.000000	532.000000
CTEK	13	0.760000	533.130000	-0.870000	-0.160000	533.999999
Handelsbanken A	5	0.600000	543.000000	-3.000000	-0.550000	546.000000
Midsona B	63	1.680000	570.780000	-12.220000	-2.100000	582.999984
Essity B	2	-2.610000	544.600000	-29.400000	-5.120000	574.000000
International Petroleum Corp.	5	-0.360000	550.500000	-44.070000	-7.410000	594.565215
Essity A	4	-2.500000	1090.000000	-59.000000	-5.130000	1149.000000
Vivesto	1368	3.130000	550.210000	-62.790000	-10.240000	612.999432
Sampo Oyj SDB	7	-1.280000	3766.000000	-84.000000	-2.180000	3850.000000
Beijer Electronics Group	26	-8.940000	2860.000000	-111.000000	-3.740000	2971.000006
Fasadgruppen Group	35	0.000000	3633.000000	-178.000000	-4.670000	3810.999990
OX2	18	0.770000	1413.900000	-250.100000	-15.030000	1663.999992
Axfood	13	-3.090000	3465.800000	-290.200000	-7.730000	3756.000001
Ovzon	52	0.000000	2761.200000	-600.800000	-17.870000	3361.999992
TOTAL			45939.540000	-949.030000	-2.66373%	46888.564618

Updated:

'2023-01-26 16:37:54.542363'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.